Live Trading

Trading Technologies

Introduction

The Lean CLI supports local live trading with all brokerages supported by LEAN, which makes the transfer from backtesting to live trading as seamless as possible. The Lean CLI also supports starting live trading for a cloud project on any of the brokerages supported in the cloud. We recommend live trading your projects in our cloud because we provide a battle-tested, colocated infrastructure racked in Equinix, maintained by our engineers to ensure the best possible stability and uptime. This page contains instructions on how to start live trading with the Trading Technologies brokerage.

Deploy Local Algorithms

Follow these steps to start local live trading with the Trading Technologies brokerage:

  1. Open a terminal in your CLI root directory.
  2. Run lean live "<projectName>" to start a live deployment wizard for the project in ./<projectName> and then enter the brokerage number.
    $ lean live 'My Project'
    Select a brokerage:
    1) Paper Trading
    2) Interactive Brokers
    3) Tradier
    4) OANDA
    5) Bitfinex
    6) Coinbase Pro
    7) Binance
    8) Zerodha
    9) Samco
    10) Terminal Link
    11) Atreyu
    12) Trading Technologies
    13) Kraken
    14) FTX 
    Enter an option:
  3. Enter the number of the organization that has a subscription for the Trading Technologies module.
    $ lean live "My Project"
    Select the organization with the Trading Technologies module subscription:
    1) Organization 1
    2) Organization 2
    3) Organization 3
    Enter an option: 1
  4. Enter your Trading Technologies credentials.
    $ lean live "My Project"
    User name: john
    Session password: ****************       
    Account name: jane
  5. Enter the REST configuration.
    $ lean live "My Project"
    REST app key: my-rest-app-key
    REST app secret: ******************
    REST environment: my-environment
  6. Enter the market data configuration.
    $ lean live "My Project"
    Market data sender comp id:
    Market data target comp id:
    Market data host:
    Market data port:
  7. Enter the order routing configuration.
    $ lean live "My Project"
    Order routing sender comp id:
    Order routing target comp id:
    Order routing host:
    Order routing port:
  8. Enter whether FIX messages must be logged.
    $ lean live "My Project"
    Log FIX messages (yes/no): yes
  9. If you are on a Windows computer, enter the number of the data feed to use and then follow the steps required for the data connection.
    $ lean live 'My Project'
    Select a data feed:
    1) Trading Technologies
    2) IQFeed
    Enter an option:
  10. If you select IQFeed, see IQFeed for set up instructions.

  11. View the result in the <projectName>/live/<timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Deploy Cloud Algorithms

The CLI doesn't currently support deploying cloud algorithms with Trading Technologies.

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